Singular ergodic control for multidimensional Gaussian–Poisson processes
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Cites work
- Applied stochastic control of jump diffusions.
- Ergodic control of diffusion processes.
- scientific article; zbMATH DE number 193190 (Why is no real title available?)
- Invariant measure for diffusions with jumps
- On singular stochastic control problems for diffusion with jumps
- Optimal correction problem of a multidimensional stochastic system
- Reflected diffusion processes with jumps
- Regularity of the free boundary in singular stochastic control
- Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
- Singular control and impulse control: a common approach
- Singular ergodic control for multidimensional Gaussian processes
Cited in
(6)- Singular ergodic control for multidimensional Gaussian processes
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint
- On an ergodic two-sided singular control problem
- HJB equations with gradient constraint associated with controlled jump-diffusion processes
- A risk-sensitive ergodic singular stochastic control problem
- Long-term average impulse and singular control of a growth model with two revenue sources
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